It's best if you steer clear of the hot tub, sauna, and steam room during pregnancy, especially in the first trimester. These all can significantly raise your body temperature, which has been linked to an increased risk of miscarriage and birth defects early in pregnancy. Although these warnings are most important to follow during the first few weeks, it's best to play it safe and opt for a warm bath or find other ways to relax until after your baby's born.
Besides taking a pass on hot tubs and saunas, you should also avoid getting overheated in the sun or from exercising too hard. Throughout your pregnancy, be on the lookout for signs that you may be overheating -- like feeling faint, hot, dizzy, or nauseated; having chills; or feeling extremely thirsty or parched. If you ever experience these or develop a fever over 100 degrees, let your doctor know right away.